{
  "selected": {
    "seed": 101,
    "index": 122,
    "thresholds": [
      -327.7034328755818,
      -36.26095932032425,
      -20.526676903053488,
      10.0
    ],
    "metrics": {
      "pnl_pct": 44.92653933926603,
      "dd_pct": -7.008146934066605,
      "calmar": 15.535553632703822,
      "cagr_pct": 108.8754425600606,
      "entries": 6,
      "exits": 6,
      "exposure_pct": 23.91304347826087,
      "years": 0.5037645448323066,
      "carry_in": false,
      "open_at_end": false,
      "sharpe": 3.0917920472425173,
      "sortino": 5.061033127107142
    },
    "artifact": "results/mlp_measurement_audit_2026_09_21/pipeline/2025_five_year/seed101.json",
    "sha256": "36dd54fc4faa098c2ec9f117ead116b2f59f57774f29b0f61888c2ff0b7473e6",
    "cma_evaluations": 64,
    "cma_stop_reason": "generation_budget",
    "epochs": 36
  },
  "candidates": [
    {
      "seed": 101,
      "index": 122,
      "thresholds": [
        -327.7034328755818,
        -36.26095932032425,
        -20.526676903053488,
        10.0
      ],
      "metrics": {
        "pnl_pct": 44.92653933926603,
        "dd_pct": -7.008146934066605,
        "calmar": 15.535553632703822,
        "cagr_pct": 108.8754425600606,
        "entries": 6,
        "exits": 6,
        "exposure_pct": 23.91304347826087,
        "years": 0.5037645448323066,
        "carry_in": false,
        "open_at_end": false,
        "sharpe": 3.0917920472425173,
        "sortino": 5.061033127107142
      },
      "artifact": "results/mlp_measurement_audit_2026_09_21/pipeline/2025_five_year/seed101.json",
      "sha256": "36dd54fc4faa098c2ec9f117ead116b2f59f57774f29b0f61888c2ff0b7473e6",
      "cma_evaluations": 64,
      "cma_stop_reason": "generation_budget",
      "epochs": 36
    },
    {
      "seed": 202,
      "index": 103,
      "thresholds": [
        -114.39100771059536,
        -394.83526000559874,
        -364.80404089738414,
        5.0
      ],
      "metrics": {
        "pnl_pct": 57.527963953950234,
        "dd_pct": -12.185710534592086,
        "calmar": 12.019891367847618,
        "cagr_pct": 146.47091686583323,
        "entries": 14,
        "exits": 14,
        "exposure_pct": 66.66666666666666,
        "years": 0.5037645448323066,
        "carry_in": false,
        "open_at_end": false,
        "sharpe": 2.4786699961308867,
        "sortino": 3.930210772764287
      },
      "artifact": "results/mlp_measurement_audit_2026_09_21/pipeline/2025_five_year/seed202.json",
      "sha256": "20a65fc7e42a5454dbe1218c7f680732155955bbb901038417261def99682b0e",
      "cma_evaluations": 64,
      "cma_stop_reason": "generation_budget",
      "epochs": 29
    }
  ],
  "splits": {
    "start": "2020-01-01 00:00:00",
    "origin": "2025-01-01 00:00:00",
    "end": "2026-01-01 00:00:00",
    "calibration": "2024-07-01 00:00:00",
    "validation": "2024-04-01 00:00:00",
    "folds": [
      [
        "2023-07-01 00:00:00",
        "2024-01-01 00:00:00"
      ],
      [
        "2024-01-01 00:00:00",
        "2024-07-01 00:00:00"
      ]
    ]
  },
  "protocol_sha256": "fa9d5d11157b05dba279edac4152b6b148ec170baca1618c4d4bad5a667c656f"
}